+4,497.1%
ROST vs DPZ
+5,417.8%
-920.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +0.9% | -2.5% | +3.5% | +1.6% |
| 30D | -8.9% | -7.0% | -1.9% | -7.2% |
| 3M | -0.8% | +11.6% | -12.4% | -4.1% |
| 6M | +8.5% | -15.2% | +23.7% | +12.5% |
| YTD | +28.6% | -17.2% | +45.8% | +34.0% |
| 1Y | +52.3% | -24.8% | +77.2% | +62.7% |
| 3Y | +94.8% | -8.7% | +103.5% | +94.4% |
| 5Y | +110.8% | -28.9% | +139.7% | +121.1% |
| 10Y | +304.5% | +153.6% | +150.9% | +185.3% |
| All | +4,497.1% | +5,417.8% | -920.6% | +1,254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling